IntraAlpha
Create free account Start free

iShares iBoxx $ Investment Grade Corporate Bond ETF LQD

i

Market dataready · fetched 2026-10-15T20:36:16.549Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.00147406Z

FundamentalsAlpha Vantage · ready

Share price$103.50
1D-0.1%
AH$103.31$103.41$103.51$103.61$103.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLQD
Sold putSold callAH

iShares iBoxx $ Investment Grade Corporate Bond ETF options

Live interpolated LQD call and put midpoint premiums by absolute delta.iShares iBoxx $ Investment Grade Corporate Bond ETF$0.28$1.72$3.15$4.59$6.03$96.93$101.24$105.56$109.87$114.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $103.50OPTION PRICELive LQD spot · $103.50LQD PRICE$2.36$2.48$2.48$2.48$2.50$2.49$2.48$2.48$2.49$2.55$2.53$2.82$5.61$0.43$0.98$1.52$2.06$2.50$2.49$2.48$2.48$1.08$2.48$2.48$2.67$3.32
PutsExpensive16.85×
CallsExpensive10.54×
SkewBullish-76.99 pp
Implied moveBalanced±$4.95
TiltBullish14.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.68438.0%26.6%101.0360.2%2.8%
25Δ118.23337.7%16.6%101.1586.7%3.2%
30Δ112.98269.1%11.5%101.28113.3%3.6%
35Δ108.52208.2%7.2%101.40139.8%4.0%
40Δ106.36173.3%5.2%101.74155.8%4.1%
45Δ105.09147.7%3.9%102.78132.3%3.1%
50Δ103.82122.2%2.7%103.65112.4%2.2%
55Δ102.97103.1%1.9%104.2597.1%1.7%
60Δ102.4389.0%1.4%104.0337.1%0.5%
65Δ101.9978.1%1.0%105.0772.9%0.9%
70Δ101.7367.7%0.7%105.3363.7%0.6%
75Δ101.1862.4%0.5%105.7358.5%0.4%
80Δ98.3696.7%0.5%106.4662.4%0.3%

20Δ

Calls
Pseudo strike
128.68
IV
438.0%
B/E move
26.6%
Puts
Pseudo strike
101.03
IV
60.2%
B/E move
2.8%

25Δ

Calls
Pseudo strike
118.23
IV
337.7%
B/E move
16.6%
Puts
Pseudo strike
101.15
IV
86.7%
B/E move
3.2%

30Δ

Calls
Pseudo strike
112.98
IV
269.1%
B/E move
11.5%
Puts
Pseudo strike
101.28
IV
113.3%
B/E move
3.6%

35Δ

Calls
Pseudo strike
108.52
IV
208.2%
B/E move
7.2%
Puts
Pseudo strike
101.40
IV
139.8%
B/E move
4.0%

40Δ

Calls
Pseudo strike
106.36
IV
173.3%
B/E move
5.2%
Puts
Pseudo strike
101.74
IV
155.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
105.09
IV
147.7%
B/E move
3.9%
Puts
Pseudo strike
102.78
IV
132.3%
B/E move
3.1%

50Δ

Calls
Pseudo strike
103.82
IV
122.2%
B/E move
2.7%
Puts
Pseudo strike
103.65
IV
112.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
102.97
IV
103.1%
B/E move
1.9%
Puts
Pseudo strike
104.25
IV
97.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
102.43
IV
89.0%
B/E move
1.4%
Puts
Pseudo strike
104.03
IV
37.1%
B/E move
0.5%

65Δ

Calls
Pseudo strike
101.99
IV
78.1%
B/E move
1.0%
Puts
Pseudo strike
105.07
IV
72.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
101.73
IV
67.7%
B/E move
0.7%
Puts
Pseudo strike
105.33
IV
63.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
101.18
IV
62.4%
B/E move
0.5%
Puts
Pseudo strike
105.73
IV
58.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
98.36
IV
96.7%
B/E move
0.5%
Puts
Pseudo strike
106.46
IV
62.4%
B/E move
0.3%